CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 07-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.0025 |
1.0021 |
-0.0004 |
0.0% |
1.0008 |
High |
1.0038 |
1.0058 |
0.0020 |
0.2% |
1.0058 |
Low |
1.0020 |
1.0008 |
-0.0012 |
-0.1% |
0.9986 |
Close |
1.0020 |
1.0038 |
0.0018 |
0.2% |
1.0038 |
Range |
0.0018 |
0.0050 |
0.0032 |
177.8% |
0.0072 |
ATR |
0.0025 |
0.0027 |
0.0002 |
7.0% |
0.0000 |
Volume |
11 |
14 |
3 |
27.3% |
59 |
|
Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0185 |
1.0161 |
1.0066 |
|
R3 |
1.0135 |
1.0111 |
1.0052 |
|
R2 |
1.0085 |
1.0085 |
1.0047 |
|
R1 |
1.0061 |
1.0061 |
1.0043 |
1.0073 |
PP |
1.0035 |
1.0035 |
1.0035 |
1.0041 |
S1 |
1.0011 |
1.0011 |
1.0033 |
1.0023 |
S2 |
0.9985 |
0.9985 |
1.0029 |
|
S3 |
0.9935 |
0.9961 |
1.0024 |
|
S4 |
0.9885 |
0.9911 |
1.0011 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0243 |
1.0213 |
1.0078 |
|
R3 |
1.0171 |
1.0141 |
1.0058 |
|
R2 |
1.0099 |
1.0099 |
1.0051 |
|
R1 |
1.0069 |
1.0069 |
1.0045 |
1.0084 |
PP |
1.0027 |
1.0027 |
1.0027 |
1.0035 |
S1 |
0.9997 |
0.9997 |
1.0031 |
1.0012 |
S2 |
0.9955 |
0.9955 |
1.0025 |
|
S3 |
0.9883 |
0.9925 |
1.0018 |
|
S4 |
0.9811 |
0.9853 |
0.9998 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0271 |
2.618 |
1.0189 |
1.618 |
1.0139 |
1.000 |
1.0108 |
0.618 |
1.0089 |
HIGH |
1.0058 |
0.618 |
1.0039 |
0.500 |
1.0033 |
0.382 |
1.0027 |
LOW |
1.0008 |
0.618 |
0.9977 |
1.000 |
0.9958 |
1.618 |
0.9927 |
2.618 |
0.9877 |
4.250 |
0.9796 |
|
|
Fisher Pivots for day following 07-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0036 |
1.0036 |
PP |
1.0035 |
1.0035 |
S1 |
1.0033 |
1.0033 |
|